Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48933.24 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 41311.64 Kr¶

PnL: ---------------------------------------> -183.64 Kr¶

DD now: ---------------------------------> -7.882 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 10:46:40.958568'

Anic Portfolio¶

Today¶

Return: -0.75 %¶

This Week¶

Return: -0.75 %¶

Total portfolio value¶

Return including deposits: 60.195 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.570000 1676.160000 208.620000 14.220000 1467.540000
HEXPOL B 9 0.700000 1035.900000 18.000000 1.770000 1017.900000
JM 6 2.020000 879.600000 17.400000 2.020000 862.200000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Atrium Ljungberg B 5 0.860000 941.000000 8.000000 0.860000 933.000000
EQT 4 0.680000 835.200000 5.600000 0.680000 829.600000
Sagax B 4 0.560000 856.800000 4.800000 0.560000 852.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
AcadeMedia 8 0.600000 405.200000 4.000000 1.000000 401.200000
Hoist Finance 35 0.360000 981.750000 3.500000 0.360000 978.250000
ASSA ABLOY B 3 0.190000 778.500000 1.500000 0.190000 777.000000
Creaspac SPAC 39 -0.110000 3708.900000 0.000000 0.000000 3708.900000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
Catena 2 -0.050000 789.200000 -0.400000 -0.050000 789.600000
Gränges 9 -0.100000 925.200000 -0.900000 -0.100000 926.100000
Byggmax Group 33 -0.140000 953.040000 -1.320000 -0.140000 954.360000
Clas Ohlson B 12 -0.190000 969.000000 -1.800000 -0.190000 970.800000
Biotage 7 -0.220000 937.300000 -2.100000 -0.220000 939.400000
Sagax A 4 -1.400000 848.000000 -4.000000 -0.470000 852.000000
Orrön Energy 180 -0.660000 2026.800000 -10.800000 -0.530000 2037.600000
OX2 13 -1.170000 936.650000 -11.050000 -1.170000 947.700000
Alimak Group 11 -1.430000 913.000000 -13.200000 -1.430000 926.200000
Hexatronic Group 12 -1.390000 951.120000 -13.440000 -1.390000 964.560000
Nordic Waterproofing Holding 7 -1.600000 949.200000 -15.400000 -1.600000 964.600000
Addnode Group B 11 -2.400000 896.500000 -22.000000 -2.400000 918.500000
Latour B 4 -2.990000 829.600000 -25.600000 -2.990000 855.200000
Indutrade 5 -2.550000 1183.500000 -31.000000 -2.550000 1214.500000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Hexagon B 26 -1.090000 3413.800000 -37.700000 -1.090000 3451.500000
Bufab 3 -4.010000 1062.000000 -44.400000 -4.010000 1106.400000
INVISIO 16 -1.740000 3616.000000 -64.000000 -1.740000 3680.000000
Vitec Software Group B 2 -6.180000 1017.000000 -67.000000 -6.180000 1084.000000
BHG Group 97 -4.730000 1387.100000 -67.900000 -4.670000 1455.000000
TOTAL 41311.640000 -183.640000 -7.88231% 41495.280000

Updated:¶

'2023-07-03 10:46:57.847906'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶